Fine tuning the polynomial Model

Let’s address here a couple of the to-dos from the previous pages. Namely, let’s check the degree of the polynomial using a grid search and checkout other climatic variables, playing a bit with variable selection.

Tune polynomial degree

First, let’s fine-tune the degree of the polynomial. From the initial scatter plots, it seems that a 2 or 3 degree polynomial would be good. But let’s throw a grid search on that.

MAE

MSE

RMSE

R2

MAPE

EVS

MeAE

D2

Pinball

It seems degree 4 would be best. Of course there is a a small variation according to the metric/scorer used, but overall, I think 4 seems best. The differences are rather small, but there is still this tension between MAE and RSME. A model that better fit on the warmer season and therefore has smaller small errors and a small MAE, tend to have a few very large errors, affecting the RSME. And the other way around.

Variable selection

Now let’s try here a brute-force approach to variable selection. Thereby, taking a not-so-thoughtful-but-quick-and-effective approach to trying out other climatic variables and checking the associations with relative humidity and other variables, to see if there is indeed a signal or just noise in some of them like humidity and so on.

Just let it crunch through a bunch of variable combinations. There will be many non-sensical or irrelevant combinations. But it’s just fast to write and the machine will have to work, me not so much.

From topic knowledge and the first correlations observed, we would expect mostly temprature to play a key role in the model. Yet, other variables such a humidity, pressure or condensation point could also be relevant. So let’s throw all that into a grid search and see what it spits out of it.

• tt: Temperatur der Luft in 2m Hoehe °C
• rf_tu: relative Feuchte %
• td: Taupunktstemperatur °C
• vp_std: berechnete Stundenwerte des Dampfdruckes hpa
• tf_std: berechnete Stundenwerte der Feuchttemperatur °C
• p_std: Stundenwerte Luftdruck hpa

MAE

MSE

RMSE

R2

MAPE

EVS

MeAE

D2

Pinball

			scorer	D2 - D2 Absolute Error Score	EVS - Explained Variance Score	MAE - Mean Absolute Error	MAPE - Mean Absolute Percentage Error	MSE - Mean Squared Error	MeAE - Median Absolute Error	Pinball - Mean Pinball Loss	R2 - Coefficient of Determination	RMSE - Root Mean Squared Error
param_vars__columns	params	set	agg_fn
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param_vars__columns	params	set	agg_fn	D2 - D2 Absolute Error Score	EVS - Explained Variance Score	MAE - Mean Absolute Error	MAPE - Mean Absolute Percentage Error	MSE - Mean Squared Error	MeAE - Median Absolute Error	Pinball - Mean Pinball Loss	R2 - Coefficient of Determination	RMSE - Root Mean Squared Error

Well humidity and other climatic variables can only improve the model marginally. A proper mediation analysis would still be in order, but this at least shed some light on it. Interestingly, some models without temperature but the set of other climatic variables almost equal the performance of the best model with temperature. Overall, it seems that at least temperature, humidity and pressure should be considered. Yet, the tend to be collineal and thus not really be able to used them all just like that in this kind of model.

One last brute-force approach for today and let automatically choose the best model

Best parameters

{'polynomial__degree': 4, 'vars__columns': ['tf_std_mean']}

Pipeline(steps=[('vars', ColumnSelector(columns=['tf_std_mean'])),
                ('polynomial', PolynomialFeatures(degree=4)),
                ('model', LinearRegression())])

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				scorer	D2 - D2 Absolute Error Score	EVS - Explained Variance Score	MAE - Mean Absolute Error	MAPE - Mean Absolute Percentage Error	MSE - Mean Squared Error	MeAE - Median Absolute Error	Pinball - Mean Pinball Loss	R2 - Coefficient of Determination	RMSE - Root Mean Squared Error
param_polynomial__degree	param_vars__columns	params	set	agg_fn
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param_polynomial__degree	param_vars__columns	params	set	agg_fn	D2 - D2 Absolute Error Score	EVS - Explained Variance Score	MAE - Mean Absolute Error	MAPE - Mean Absolute Percentage Error	MSE - Mean Squared Error	MeAE - Median Absolute Error	Pinball - Mean Pinball Loss	R2 - Coefficient of Determination	RMSE - Root Mean Squared Error

param_polynomial__degree	param_vars__columns	params	mean_test_MAE - Mean Absolute Error	mean_test_MSE - Mean Squared Error	mean_test_RMSE - Root Mean Squared Error	mean_test_R2 - Coefficient of Determination	mean_test_MAPE - Mean Absolute Percentage Error	mean_test_EVS - Explained Variance Score	mean_test_MeAE - Median Absolute Error	mean_test_D2 - D2 Absolute Error Score	mean_test_Pinball - Mean Pinball Loss
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Assessment of the best model in that brute force approach

Metrics

Plot

Table

	Single Split		CV
	train	test	test	train
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Scatter plot matrix

Test

Train

Observed vs. Predicted and Residuals vs. Predicted

Check for …

check the residuals to assess the goodness of fit.

• white noise or is there a pattern?
• heteroscedasticity?
• non-linearity?

Test

Train

Normality of Residuals:

Check for …

• Are residuals normally distributed?

Test

Train

Test

Train

Leverage

Test

Train

Scale-Location plot

Test

Train

Residuals Autocorrelation Plot

Test

Train

Residuals vs Time

Test

Train

Compare models

So let’s compare the models with and without humidity.

Metrics

Single split

Metrics based on the test set of the single split

Line plot

Radar plot

Cross validation

Line plot

Radar plot

MAE

MSE

RMSE

R2

MAPE

EVS

MeAE

D2

Pinball

Predictions, residuals, observed

next

Time vs. Predicted and Observed

Time vs. Residuals

Model details

83ef2

Pipeline(steps=[('vars', ColumnSelector(columns=['tt_tu_mean', 'rf_tu_mean'])),
                ('polynomial', PolynomialFeatures()),
                ('model', LinearRegression())])

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904f1

Pipeline(steps=[('vars', ColumnSelector(columns=['tf_std_mean'])),
                ('polynomial', PolynomialFeatures(degree=4)),
                ('model', LinearRegression())])

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aa7f4

Pipeline(steps=[('vars', ColumnSelector(columns=['tt_tu_mean', 'tf_std_mean'])),
                ('polynomial', PolynomialFeatures(degree=4)),
                ('model', LinearRegression())])

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A nice improvement over the baseline model, and the model without humidity is slightly better across all metrics (a rather small improvement, but across all metrics).

TODOs

• Let’s just compare the models diretly.
• Conduct a proper mediation analysis to tease out the relationship between the climatic variables and wärmestrom consumption
• Already mentioned in the previous model, but the results here reinforce that it would be a good idea to use PCA for feature engineering and make the most out of the -highly correlated- climatic variables
• Create interaction terms between important features
• Derive new features based on domain knowledge (e.g., day of week, holidays)
• Improve hyperparameter tuning, for example, using randomized grid search to explore a wider range of parameters more efficiently, and possibly also using more advanced strategies like Bayesian optimization (scikit-optimize) or genetic algorithms.
• try lagged features and incoporate seasonal-trend decomposition in the model.
• after that kind of feature engineering, use perhaps recursive feature elimination instead of the brute-force approach.

Sorry, ich konnte nicht früher antworten. Wir waren unterwegs und sind erst ein paar Minuten vor dem Sturm zurückgekommen.

Wir haben wohl nicht so viel geübt, wie wir sollten, aber wir haben ja ein paar verschiedene Schulwege ausprobiert. Am Ende haben wir beschlossen, sie gehen von hier über die Edelweißstraße zur Kaiserblickstraße, dann an eurem Haus vorbei und biegen links ab zu der Sparkasse-Ampel. Danach gehen wir an der Eisdiele vorbei, überqueren bei der Bedarfsampel die Straße und gehen dann hinauf bis zur Schule.

Macht ihr etwas Ähnliches?

Ich mag die Kreuzung bei der Sparkasse eigentlich nicht. Ich finde sie etwas gefährlich. Aber die Kreuzung bei Netto finde ich noch viel gefährlicher, und die Ampel bei Prechtl, obwohl es meiner Meinung nach sicherer ist, macht den Weg länger. Außerdem ist das Gehen auf dem schmalen Gehweg entlang der Hauptstraße auch nicht besonders sicher. Also …

Wir planen sowieso, die Kinder in den ersten Tagen zu begleiten und dann zu schauen, wie es weiterläuft.

Und was habt ihr darüber gedacht? Vielleicht können wir etwas zusammen organisieren.